In many European countries, anti-immigrant sentiments seem to have spread following recent economic challenges. By drawing on relative deprivation (RD) theory, we establish a theoretical connection between economic downturns and anti-immigrant prejudice. We argue that the experience of individual-level relative deprivation (IRD) is comparable to that of social threat and social exclusion. We draw on a large body of research that suggests the experience of social threat and uncertainty leads to the perception of the world in ethnocentric terms and rejecting pluralistic belief systems. Unlike much of the literature, we focus on individual-level perceptions and distinguish between an objective and subjective relative deprivation. Given our focus on individual-level predictors, we also test for the effects of authoritarian preferences on the likelihood of anti-immigrant bias. Our study demonstrates that unlike objective deprivation, both subjective deprivation and authoritarianism have a significant impact on anti-immigrant sentiments. Furthermore, we find evidence that one component of authoritarian preferences, namely authoritarian submission, moderates the effect of relative deprivation on economic (not cultural) forms of anti-immigrant prejudice.